Wilde, Joachim (contributor) - 2007
the RESET-type test proposed by Papke and Wooldridge (1996). -- probit model ; Lagrange multiplier test ; normality … with the RESET-type test proposed by Papke and Wooldridge (1996).
Keywords: probit model, Lagrange multiplier test … estimator of the probit model is
mostly biased for nonnormal disturbances (cf. Greene 2003, p. 673). One reason might
be that …